+15,819.0%
MA vs MRK
+830.9%
+14,988.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +9.6% | +0.3% | +9.3% | +9.4% |
| 3M | +16.8% | +9.7% | +7.1% | +11.4% |
| 6M | +35.2% | +32.0% | +3.2% | +18.5% |
| YTD | +16.6% | +43.3% | -26.7% | -2.0% |
| 1Y | +19.8% | +63.7% | -43.9% | -5.2% |
| 3Y | +70.7% | +58.0% | +12.7% | +32.8% |
| 5Y | +87.4% | +105.0% | -17.6% | +26.4% |
| 10Y | +570.0% | +228.6% | +341.4% | +254.0% |
| All | +15,819.0% | +830.9% | +14,988.2% | +4,539.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling